+38.3%
IEMG vs FLNC
+53.3%
-15.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | +2.2% | -4.9% | +7.1% | +2.6% |
| 30D | +4.6% | -27.3% | +31.9% | +7.3% |
| 3M | +0.4% | -61.9% | +62.2% | +7.2% |
| 6M | +16.4% | -34.5% | +50.8% | +19.7% |
| YTD | +25.4% | -47.7% | +73.1% | +29.4% |
| 1Y | +38.3% | +53.3% | -15.1% | +39.7% |
| All | +38.3% | +53.3% | -15.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling